-40.7%
OKLO vs GDDY
-29.3%
-11.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +3.3% |
| 7D | +2.8% | +3.7% | -0.9% | +3.4% |
| 30D | -4.0% | +10.4% | -14.4% | -2.5% |
| 3M | -36.9% | +19.4% | -56.3% | -34.2% |
| 6M | -37.1% | +14.3% | -51.4% | -34.8% |
| YTD | -42.5% | -18.4% | -24.1% | -38.8% |
| 1Y | -40.7% | -30.1% | -10.6% | -28.8% |
| All | -40.7% | -29.3% | -11.4% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling